I might be a bit late to the party, but I've just found out about SanDisk's "2-in1" memory cards, which I think are awesome. They look and work just like a regular SD card (think digital cameras, etc) but fold half of it down and it reveals a USB adapter, ready to be plugged straight in to your computer:

What's so great about this, you ask? Well, I'd imagine it's far easier to keep one of these in your wallet than to carry a flash drive around with you everywhere (and I prefer to keep my keyring as small as possible so I'm not fond of attaching a flash drive to it). It also has a hardware "read only" lock (at least judging by the pictures), so no more "autorun" viruses when plugging in to infected machines, and you could boot an OS off of it and not worry about becoming infected or backdoor'ed (at least not past a reboot) when visting places like Defcon ;)

Selling for $13 from Amazon (for the 2GB), I definitely think I'm going to get myself one!